+37.1%
NEE vs EL
-30.9%
+68.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | -0.2% | +15.5% | -15.7% | -1.6% |
| 3M | +0.5% | +20.6% | -20.0% | -1.2% |
| 6M | -6.5% | +10.5% | -17.0% | -7.6% |
| YTD | +6.7% | -1.9% | +8.6% | +6.4% |
| 1Y | +23.6% | +16.1% | +7.5% | +20.7% |
| 3Y | +37.1% | -30.2% | +67.4% | +37.3% |
| All | +37.1% | -30.9% | +68.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling